+32.8%
AVTR vs M
+24.3%
+8.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +0.5% | +7.0% | -6.6% | -1.2% |
| 30D | -1.0% | +8.9% | -9.9% | -3.2% |
| 3M | +12.2% | +4.5% | +7.7% | +10.8% |
| 6M | +97.5% | +36.2% | +61.3% | +78.4% |
| YTD | +35.6% | +15.1% | +20.5% | +27.3% |
| 1Y | +32.8% | +27.4% | +5.4% | +15.6% |
| All | +32.8% | +24.3% | +8.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling